POLYMARKET · PREDICTION MARKET · WEATHER & CLIMATE

Will the highest temperature in Atlanta be between 88-89°F on June 14?

YES · live
0.1¢
NO · live
100.0¢

▸ Advanced metrics · M2M bundle

polymarket · highest-temperature-in-atlanta-on-june-14-2026-88-89f · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
20.73%
max drawdown
90.00%
sharpe
—
ulcer index
80.26%
RMS drawdown
pain index
74.23%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
90.00%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
168.1 bps
implied (price-only)
bars used
418
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-highest-temperature-in-atlanta-on-june-14-2026-88-89f/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5ms⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC FRESH·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
0.1¢
NO · live
100.0¢
YES price · live 24h
n=25 · μ=0.4139 · σ=0.2275 · range [0.0005, 0.8300] · R²=0.099▼ FALLING -99.89%σ EXTREME 54.97%LAST 0.00050.83000.62260.41520.20790.0005μ = 0.4139max 0.8300min 0.0005dataMA(5)OLS R²=0.10μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.05¢
YES / NO split · live
YES 0.1%NO 100.0%NO100.0%99.95¢ · odds 1/1.00
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured
YES
0.1%0.1¢2000.00×▬ +0.00pp
NO
100.0%100.0¢1.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=25,495 · μ=1062.3 · σ=1960.3 · CV=1.85BURSTY · concentratedcumulative energy ↗ · 50% by h=1902,0634,1256,1888,250μ = 10628,25050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 25495bp moved · peak 8250bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
0.05¢ (0.05%)
▼NO mid
99.95¢ (99.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$33.9k
≋liquidity $
$14.2k
◳history points
25 ticks (live)

§1 · 24h price history (YES + NO tokens)

YES price · CLOB mid
n=25 · μ=0.4139 · σ=0.2275 · range [0.0005, 0.8300] · R²=0.099▼ FALLING -99.89%σ EXTREME 54.97%LAST 0.00050.83000.62260.41520.20790.0005μ = 0.4139max 0.8300min 0.0005dataMA(5)OLS R²=0.10μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.05¢
NO price · CLOB mid
n=25 · μ=0.5861 · σ=0.2275 · range [0.1700, 0.9995] · R²=0.099▲ RISING +78.48%σ EXTREME 38.82%LAST 0.99950.99950.79210.58480.37740.1700μ = 0.5861max 0.9995min 0.1700dataMA(5)OLS R²=0.10μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0284 · σ=0.2034 · skew=-1.76 (left-skewed) · kurt=5.39 (leptokurtic (fat tails))15118401-76.45ppbin -76.45pp · n=1 · 6.7% peakbin -76.45pp · n=1 · 6.7% peak-64.35pp-52.25pp1-40.15ppbin -40.15pp · n=1 · 6.7% peakbin -40.15pp · n=1 · 6.7% peak-28.05pp-15.95pp15-3.85ppbin -3.85pp · n=15 · 100.0% peakbin -3.85pp · n=15 · 100.0% peak58.25ppbin 8.25pp · n=5 · 33.3% peakbin 8.25pp · n=5 · 33.3% peak20.35pp232.45ppbin 32.45pp · n=2 · 13.3% peakbin 32.45pp · n=2 · 13.3% peakμΔ < 0 · loss barsΔ ≈ 0 · flatΔ > 0 · gain barsN(μ,σ²) referenceμ line · ±σ band shaded
n=24
Q-Q plot · standardised Δp vs N(0,1)
n=24 · skew=-1.95 · kurt=6.02 · near 8 / mid 14 / far 2 · OLS slope=0.84 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.65σsample ↓marginal: sample bars + theoretical N(0,1) curve →theoretical Φ⁻¹(p) →↑ sample z-quantile|Δ| < 0.3σ · on the line|Δ| < 1σ · moderate|Δ| ≥ 1σ · outliery = x refOLS fit
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.

§3 · Sample moments

Descriptive statistics · 5-number summary · shape diagnostics
SAMPLE MOMENTS · N=25LEFT-SKEWED (G₁=-0.63)
μ MEAN41.39¢95% CI: [32.47¢, 50.30¢]
σ STD DEV22.75ppσ² = 517.635 · CV = 54.97%
med MEDIAN46.50¢Q₁ 33.50¢ · Q₃ 56.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 82.95pp · IQR 23.00pp (1.349σ→30.69pp)
min 0.05¢Q₁ 33.50¢med 46.50¢Q₃ 56.50¢max 83.00¢μ
SKEWNESS · G₁-0.633left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.580mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.22
σ × 1.349 ↔ IQRdiverges from normalratio = 1.33
range ↔ σconcentrated (range < 4σ)range / σ = 3.65
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.

§5 · Time-series structure

Regime & autocorrelation diagnostics
TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.26 + ADF rejected
ρ(1) AUTOCORR-0.264within white-noise band
ρ(2) AUTOCORR-0.385lag-2 not significant
H · HURST EXPONENT0.758strongly persistent
OLS TREND · t-STAT-1.590fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.758
H = 0.758STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5WHITE NOISE · no significant lags
k=1-0.264k=2-0.385k=3+0.238k=4+0.053k=5+0.0700+1−1+0.41−0.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=1.59)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.26 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.78very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.59)α=0.05 critical |t|=1.96 · α=0.01 |t|=2.58
ρ(k) = lag-k sample autocorrelation · H = R/S Hurst exponent · t = OLS-trend t-statistic. Significance bands at ±2/√n approximate the 95% white-noise envelope. α=0.05 critical |t|=1.96; α=0.01 |t|=2.58.

§6 · Microstructure

Market quality · two-sided pricing · activity
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
MARKET ID2527011
SLUGhighest-temperature-in-atlanta-on-june-14-2026-88-89f
CATEGORYWeather & Climate
TWO-SIDED PRICINGFAVOURS NO (100¢)
PRIMARY · YES0.05¢implied prob 0.05% · decimal odds 2000.00×
COUNTER · NO99.95¢implied prob 99.95% · decimal odds 1.00×
0.05¢
99.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME33.95k USD 24h
LIQUIDITY14.23k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (100¢)|primary − counter| = 0.999 · entropy 0.006 bits
LIQUIDITY DEPTHACTIVE100k+ deep · 10k+ active · 1k+ modest · 100+ thin
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.

§7 · Position sizing & edge analysis

Probability split · YES vs NO · Kelly · entropy · arbitrage
FAIR MARKET · no edge
YES 0.1%NO 100.0%YES p̂0.1%H = 0.006 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2000.00×(0¢)NO1.00×(100¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.006 bits (1% of max) · informative — one side strongly favoured
0 (certain)0.250.50.751.00 (max)
Σ-sides = 100.00% · |1 − Σ| = 0.00pp · tight cross-venue rounding
K* full = (b·p − q)/b · ½K and ¼K are conservative fractions of the full-Kelly bet. Entropy in bits — log₂(2)=1 is maximum uncertainty for a binary market.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 38.50% · worst -82.50% · typical |Δ| 10.62%MILD BEARISH -43.95%BEST+38.50%20hWORST-82.50%21hTYPICAL |Δ|10.62%mean absoluteCUMULATIVE-43.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +1.07% · Σ +7.50%EUROPE · 08-16 UTCμ +1.81% · Σ +14.50%US · 16-24 UTCμ -8.24% · Σ -65.95%CUMULATIVE Δ PATH · final -43.95%+39.00%-43.95%-6.50% · 1h-6.50% · 1h-6.50%1h-4.00% · 2h-4.00% · 2h-4.00%2h-1.00% · 3h-1.00% · 3h-1.00%3h2.00% · 4h2.00% · 4h2.00%4h6.50% · 5h6.50% · 5h6.50%5h5.50% · 6h5.50% · 6h5.50%6h5.00% · 7h5.00% · 7h5.00%7h0.50% · 8h0.50% · 8h0.50%8h2.00% · 9h2.00% · 9h2.00%9h2.50% · 10h2.50% · 10h2.50%10h1.00% · 11h1.00% · 11h1.00%11h0.00% · 12h0.00% · 12h·12h-1.00% · 13h-1.00% · 13h-1.00%13h0.50% · 14h0.50% · 14h0.50%14h9.00% · 15h9.00% · 15h9.00%15h-5.00% · 16h-5.00% · 16h-5.00%16h-5.50% · 17h-5.50% · 17h-5.50%17h-43.50% · 18h-43.50% · 18h-43.50%18h32.50% · 19h32.50% · 19h32.50%19h38.50% · 20h38.50% · 20h38.50%20h★ BEST-82.50% · 21h-82.50% · 21h-82.50%21h▼ WORST-0.45% · 22h-0.45% · 22h-0.45%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+14.50%)RUNSup max 8 · down max 3BREADTH50% up · 38% down · 13% flat
12 up bars · 9 down · best 38.50% · worst -82.50% · typical |Δ| 10.623%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -80.04%FINAL-80.04%MAX DD-83.78%RECOVERYONGOING · 9 barsMAX RUN-UP+23.07%UNDERWATER16/25 (64%)STREAK▬ 0EQUITY CURVE · end 0.1996 · peak 1.2307 · range [0.1996, 1.2307]1.23070.1996break-even = 1★ PEAK 1.2307UNDERWATER DRAWDOWN · max -83.78% · severe0%-83.78%▼ TROUGH -83.78%TOP DRAWDOWN PERIODS · 3 total#1 -83.78%bar 17-25 · 9 bars · ONGOING#2 -11.14%bar 2-6 · 5 bars · recovered#3 -1.00%bar 14-15 · 2 bars · recoveredDD SEVERITYsevere (max -83.78%)RECOVERYongoing · 9 barsTIME UNDER WATER64% of session · 16/25 bars
final equity 0.1996 (-80.04%) · max DD -83.78% · time-under-water 16/25 bars

§11 · Rolling-window statistics (w = 6 bars)

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −7 (63% positive) · μ=39.23 · σ=58.51MIXED EDGELAST -4.32 (-0.74σ vs μ)146.7873.390.00-73.39-146.78μ = 39.237.517.5152.7152.7195.4595.45139.97139.97146.78146.78124.48124.4894.9494.9460.4260.4260.4260.4251.7251.7215.3315.33-5.96-5.96-38.67-38.67-7.57-7.5713.5913.59-22.21-22.21-20.60-20.60-18.68-18.68-4.32-4.32v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -4.317 · range [-38.67, 146.78] · μ 39.226 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=1436.2266 · σ=1673.8504 · range [120.8305, 4334.7163] · R²=0.715▲ RISING +731.84%σ EXTREME 116.55%LAST 4041.12094334.71633281.24492227.77341174.3019120.8305μ = 1436.2266max 4334.7163min 120.8305dataMA(3)OLS R²=0.71μ lineμ ± σ bandmaxmin
latest 4041.12% · range [120.83%, 4334.72%] · μ 1436.23% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +11 / −8 (58% positive) · μ=0.034 · σ=0.331CLOSE TO MARTINGALELAST -0.212 (-0.74σ vs μ)0.5580.2790.000-0.279-0.558μ = 0.0340.5580.5580.4950.4950.1890.1890.1460.1460.3890.3890.1610.161-0.206-0.2060.3870.3870.5070.5070.0230.023-0.457-0.457-0.091-0.0910.0950.095-0.419-0.4190.0300.030-0.279-0.279-0.350-0.350-0.326-0.326-0.212-0.212v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.212 · |ρ| > 0.3 ⇒ regime with persistence (ρ > 0) or reversal (ρ < 0) · |ρ| ≤ 0.1 = consistent with random walk

§12 · Hypothesis tests (α = 0.05)

Formal inference at 5% significance
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
78.0651
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-normal · fat tails or skew present
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
8.0324
p-VALUE (log scale)
0.1532
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

H₀: p has a unit root (non-stationary)

STATISTIC
-2.2900
p-VALUE (log scale)
0.1823
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
-1.9612
p-VALUE (log scale)
0.0499
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (7 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2924
p-VALUE (log scale)
0.1953
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.8888
p-VALUE (log scale)
0.0589
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.425 ≈ 1 (RW behaviour)
Each row states an explicit null H₀, the test statistic, an approximated p-value, and the decision. REJECT means evidence against H₀. KPSS complements ADF (rejecting both ⇒ ambiguous; rejecting one ⇒ clean verdict).

§13 · Spectral analysis (DFT periodogram)

Power spectrum of Δp · ‖X̂(k)‖²/n
n=12 bins · noise floor μ=4.80e-2 · top T=3.43h (17.4%) · top-3 cover 49.4%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.0e-17.5e-25.0e-22.5e-20.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.31e-2 · 4.0% energyperiod 24.0 · power 2.31e-2 · 4.0% energyperiod 12.0 · power 4.18e-3 · 0.7% energyperiod 12.0 · power 4.18e-3 · 0.7% energyperiod 8.0 · power 8.87e-4 · 0.2% energyperiod 8.0 · power 8.87e-4 · 0.2% energyperiod 6.0 · power 1.76e-2 · 3.1% energyperiod 6.0 · power 1.76e-2 · 3.1% energyperiod 4.8 · power 7.37e-2 · 12.8% energyperiod 4.8 · power 7.37e-2 · 12.8% energyperiod 4.0 · power 9.80e-2 · 17.0% energyperiod 4.0 · power 9.80e-2 · 17.0% energyperiod 3.4 · power 1.00e-1 · 17.4% energyperiod 3.4 · power 1.00e-1 · 17.4% energyperiod 3.0 · power 8.64e-2 · 15.0% energyperiod 3.0 · power 8.64e-2 · 15.0% energyperiod 2.7 · power 7.75e-2 · 13.5% energyperiod 2.7 · power 7.75e-2 · 13.5% energyperiod 2.4 · power 6.20e-2 · 10.8% energyperiod 2.4 · power 6.20e-2 · 10.8% energyperiod 2.2 · power 2.69e-2 · 4.7% energyperiod 2.2 · power 2.69e-2 · 4.7% energyperiod 2.0 · power 5.72e-3 · 1.0% energyperiod 2.0 · power 5.72e-3 · 1.0% energy50% by T=3.4h#1 dominantT=3.43h#2T=4.00h#3T=3.00hT=2hT=3hT=4hT=6hT=8hT=12hT=16hT=24h← shorter cycle (high freq · Nyquist=½) · period T (bars per cycle) · longer cycle (low freq · 1/n) →#1 dominant#2 peak#3 peak> 2× noisenoiseμ floor2μ sig.cum energy
dominant period ≈ 3.43h (freq 0.292) · concentrates 17.4% of total energy · Σ|X̂|²/n = 5.762e-1

▸ Depth section using sovereign-store price series (418 bars · effective 1753103 bars/year) — annualisation reflects native polling cadence, not upstream timeframes.

§14 · Honest position analytics

A binary-market analytics module framed in horizon time (days to resolution, not annualised). Estimators that need a model probability q as a first-class input (Kelly, KL divergence, Bayesian posterior, Mark-to-Market MC) only render when q is provided externally. Sweep an exploratory q at the interactive simulator →

§15 · Horizon returns

Returns · per bar / per day / per horizon
Horizon 0.3 d · σ/bar 0.016pp · expected |Δp| over horizon 0.04ppterminal variance p(1−p) = 0.0005 · n = 418✓ n = 418
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.016pp
one-bar volatility · logit-free
Per-day movedaily
0.08pp
σ × √24
Per-horizon move0d
0.04pp
σ × √6
Terminal variancebinary
0.0005
p(1−p) at resolution
Current pricep
0.1¢
latest snapshot
Note: annualised Sharpe/Sortino are omitted — they are not meaningful for a bounded fixed-horizon binary contract that snaps to {0, 1} at resolution.
Annualised metrics are intentionally omitted — they don't apply to bounded probability series that resolve at a fixed date.

§16 · Tail risk

VaR · ES · max drawdown
VaR₉₅ 0.03pp · ES₉₅ 0.03pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.25pp · unique ratio 0.01✓ n = 418
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.03pp
mean of the tail
Max drawdown
90.0pp
peak 0.5¢ → trough 0.1¢
Median step
0.25pp
price bucket granularity
Price series is bucketed (cent grid). Empirical quantiles collapse to grid points — parametric N(0, σ²) used instead.
Empirical quantiles unless the price series is bucketed (PM cent grid), in which case parametric N(0, σ²) is used to avoid grid collapse.

§17 · Odds conversion

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
0.1%
= price
Decimal oddsEU
2000.000
total return per $1
AmericanUS
+199900
$100 wins $199900
FractionalUK
1999.00 / 1
profit per $1 risked
Profit per $100stake
+$199900.00
clean dollar framing
-1000-5000+500+1000020406080100you · 0.1%implied probability (%)American odds
underdog (+)favorite (-)your price
Price → implied probability → decimal odds → American moneyline → fractional. Five views of the same number, plus the moneyline curve.

§18 · Binary entropy

Binary entropy · uncertainty as bits of information
Market entropyH(p)
0.006 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.006 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
10.97 bit
self-information
Surprise · NO−log₂(1−p)
0.00 bit
self-information
0.000.260.530.791.050.00.20.40.60.81.0marketmodelprobabilityH (bits)
Market entropy only — model entropy requires an external q.

§19 · Model-dependent surfaces

§ Edge / Kelly / KL · no model probability provided

External model required

The position-economics, Kelly, KL-divergence, Bayesian and Monte-Carlo surfaces require a model probability q as input — a number independent of the market price p.

The previous build defaulted q to a tape-momentum heuristic derived from p; that produces apparent edge that is structurally guaranteed to be small and is not a useful skill signal. The auto-derived path has been removed.

To explore these surfaces with a hypothetical q, open the interactive simulator and drag the MODEL P(YES) slider. To wire a real model, POST to the NOSTRADAMUS hook (TBD) or pass ?q=… on the simulator URL.

§∞ · Provenance & attestation

Upstream (snapshot)
gamma-api.polymarket.com
Upstream (history)
clob.polymarket.com
YES token ID
73458081682347642689611134008711002933884778344150935453868272634661430282715
NO token ID
37873892069016612324688703902194041787344882619807617475630353662863444637235
Snapshot fetched
2026-06-15 00:27:06 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-15 00:27:06 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
3bfab23f5106abef791aac0217423d1bb222755f08c3c0b9dcb7092733a3671f · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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Also see: /arb opportunities · RSS feed · more in Weather & Climate

Market depth

▸ live order book · Polymarket YES
Depth within 1bp
$0
bid $0 · ask $0
Depth within 5bp
$0
bid $0 · ask $0
Depth within 10bp
$0
bid $0 · ask $0
Depth within 50bp
$0
bid $0 · ask $0
Mid price
—
(best bid + best ask) / 2
Spread
—
(bestAsk − bestBid) / mid
Imbalance (whole book)
-1.000
ask-heavy
Imbalance (top-5)
-1.000
ask-heavy top-of-book

Slippage scenarios

▸ live book walk · Polymarket YES

Simulating a market order at three notionals against the live book. Slippage = avg execution price vs. mid, in basis points. Worst fill = price of the deepest level touched. Live JSON: /api/asset/pm-highest-temperature-in-atlanta-on-june-14-2026-88-89f/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K————ERR
BUY$10.00K————ERR
BUY$100.00K————ERR
SELL$1.00K————ERR
SELL$10.00K————ERR
SELL$100.00K————ERR

Risk metrics

▸ sovereign store · 418 barsperiods/year ≈ 1.75M
Realized vol (annualised)
11352.14%
σ per bar = 0.085738
Mean return (annualised)
-968025.88%
μ per bar = -0.005522
Sharpe (rf=0)
-85.27
annualised; risk-free assumed zero
Max drawdown
90.00%
peak 0.01 → trough 0.00 over 101 bars

/api/asset/pm-highest-temperature-in-atlanta-on-june-14-2026-88-89f/risk · same metrics, JSON